NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4.285 |
4.190 |
-0.095 |
-2.2% |
4.091 |
High |
4.323 |
4.340 |
0.017 |
0.4% |
4.318 |
Low |
4.144 |
4.177 |
0.033 |
0.8% |
4.056 |
Close |
4.190 |
4.310 |
0.120 |
2.9% |
4.264 |
Range |
0.179 |
0.163 |
-0.016 |
-8.9% |
0.262 |
ATR |
0.132 |
0.135 |
0.002 |
1.7% |
0.000 |
Volume |
54,851 |
59,068 |
4,217 |
7.7% |
361,156 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.765 |
4.700 |
4.400 |
|
R3 |
4.602 |
4.537 |
4.355 |
|
R2 |
4.439 |
4.439 |
4.340 |
|
R1 |
4.374 |
4.374 |
4.325 |
4.407 |
PP |
4.276 |
4.276 |
4.276 |
4.292 |
S1 |
4.211 |
4.211 |
4.295 |
4.244 |
S2 |
4.113 |
4.113 |
4.280 |
|
S3 |
3.950 |
4.048 |
4.265 |
|
S4 |
3.787 |
3.885 |
4.220 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.999 |
4.893 |
4.408 |
|
R3 |
4.737 |
4.631 |
4.336 |
|
R2 |
4.475 |
4.475 |
4.312 |
|
R1 |
4.369 |
4.369 |
4.288 |
4.422 |
PP |
4.213 |
4.213 |
4.213 |
4.239 |
S1 |
4.107 |
4.107 |
4.240 |
4.160 |
S2 |
3.951 |
3.951 |
4.216 |
|
S3 |
3.689 |
3.845 |
4.192 |
|
S4 |
3.427 |
3.583 |
4.120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.340 |
4.128 |
0.212 |
4.9% |
0.142 |
3.3% |
86% |
True |
False |
69,586 |
10 |
4.340 |
4.056 |
0.284 |
6.6% |
0.125 |
2.9% |
89% |
True |
False |
62,234 |
20 |
4.627 |
4.056 |
0.571 |
13.2% |
0.139 |
3.2% |
44% |
False |
False |
47,127 |
40 |
4.627 |
3.877 |
0.750 |
17.4% |
0.137 |
3.2% |
58% |
False |
False |
35,281 |
60 |
4.698 |
3.877 |
0.821 |
19.0% |
0.129 |
3.0% |
53% |
False |
False |
28,731 |
80 |
4.850 |
3.877 |
0.973 |
22.6% |
0.128 |
3.0% |
45% |
False |
False |
23,254 |
100 |
4.850 |
3.877 |
0.973 |
22.6% |
0.129 |
3.0% |
45% |
False |
False |
19,506 |
120 |
4.850 |
3.877 |
0.973 |
22.6% |
0.129 |
3.0% |
45% |
False |
False |
16,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.033 |
2.618 |
4.767 |
1.618 |
4.604 |
1.000 |
4.503 |
0.618 |
4.441 |
HIGH |
4.340 |
0.618 |
4.278 |
0.500 |
4.259 |
0.382 |
4.239 |
LOW |
4.177 |
0.618 |
4.076 |
1.000 |
4.014 |
1.618 |
3.913 |
2.618 |
3.750 |
4.250 |
3.484 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
4.293 |
4.287 |
PP |
4.276 |
4.265 |
S1 |
4.259 |
4.242 |
|